CVS Health (CVS): analysis and statistics
Return, volatility, Sharpe ratio and risk for CVS Health, a component of the S&P 500 in the Health Care. Data as of 2026-10-29.
| Last close price | $89.95 |
| Sector (GICS) | Health Care |
| Annualized return (3.0 yr) | +14.77% |
| Total return over period | +50.86% |
| Annualized volatility | 33.36% |
| Period volatility | 57.63% |
| Period T-bill | 12.40% |
| Sharpe ratio | 0.67 |
| Sortino ratio | 0.93 |
| Max drawdown | -43.98% |
| CVaR 95% (avg. loss, worst 5% of days) | -4.88% |
| Correlation with the S&P 500 | 0.14 |
| Period range | $41.03 – $109.92 |
| Trading days analyzed | 752 |
Over the last 3.0 years, CVS Health (CVS) has posted an annualized return of +14.77% with annual volatility of 33.36%, a Sharpe ratio of 0.67. Its worst stretch (max drawdown from a peak) was -43.98%. Its correlation with the S&P 500 is 0.14, which means it moves fairly independently of the index, useful for diversification.
These are historical, realized metrics, not projections: they describe how the stock behaved, not how it will behave going forward. To see how CVS would fit inside an optimized portfolio alongside other stocks, try the optimizer.
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Is it part of the S&P 500?
Yes, CVS Health (CVS) is of the S&P 500.
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